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The documentation for the SPSS 16 version of HOST no longer mentions the possibility of specifying no command. It also says the following:

>The HOST command runs synchronously. Commands that launch applications result in the
>suspension of further SPSS processing until the application finishes execution, unless you
>also specify a time limit (see keyword TIMELIMIT on p. 874). For example, in Windows
>operating systems, if a file extension is associated with an application, simply specifying a
>file a name an extension on the command line will launch the associated application, and no
>further commands will be executed until the application is closed.